A note on distribution-free symmetrization inequalities

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Publication:895909

DOI10.1007/S10959-014-0538-ZzbMATH Open1344.60015arXiv1401.1243OpenAlexW2065465372MaRDI QIDQ895909FDOQ895909

Zhao Dong, Wenbo V. Li, Jiange Li

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Let X,Y be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space (mathcalX,|cdot|). Given two measurable subsets F,KsubseteqcalX, we established distribution free comparison inequalities between mathbbP(XpmYinF) and mathbbP(XYinK). These estimates are optimal for real random variables as well as when mathcalX=mathbbRd is equipped with the |cdot|infty norm. Our approach for both problems extends techniques developed by Schultze and Weizs"acher (2007).


Full work available at URL: https://arxiv.org/abs/1401.1243




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